An Equilibrium Model of Term Structures of Bonds and Equities

Notes on use

Note (General)：: First draft: March 15, 2017 This draft: July 1, 2018Financial support from JSPS KAKENHI (Grant Number 15K03538), ISHII Memorial Securities Research Pr...

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Material Type: 文書・図像類
Title: An Equilibrium Model of Term Structures of Bonds and Equities
Author/Editor: 高見澤, 秀幸
Author Heading: 高見澤, 秀幸
Publication, Distribution, etc.: Hitotsubashi University Center for Financial Research
Publication Date: 2018-07-01
Publication Date (W3CDTF): 2018-07-01
Contributor: Hitotsubashi University Center for Financial Research
Text Language Code: eng
Subject Heading: Term structure
Interest rate
Dividend strip
Risk premium
Sharpe ration
Recursive utility
State-dependent preference
Target Audience: 一般
Note (General): First draft: March 15, 2017 This draft: July 1, 2018
Financial support from JSPS KAKENHI (Grant Number 15K03538), ISHII Memorial Securities Research Promotion Foundation, and Zengin Foundation for Studies on Economics and Finance
Format (IMT): application/pdf
Source: https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/29333/070hcfrWP_1_019.pdf （fulltext）
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/29333/070hcfrWP_1_019.pdf
Access Restrictions: インターネット公開
Periodical Title: Working Paper Series ; No. G-1-19
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources